Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063): Difference between revisions

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Latest revision as of 19:21, 29 July 2024

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Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model
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    Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (English)
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    4 August 2022
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    time-changed process
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    mixed fractional Brownian motion
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    mixed hedging strategy
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    option pricing
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